+3,655.7%
SIMO vs CGNX
+1,096.8%
+2,558.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +14.5% | +3.2% | +11.3% | +13.1% |
| 30D | +20.4% | -3.7% | +24.2% | +22.5% |
| 3M | +7.1% | +1.0% | +6.1% | +7.8% |
| 6M | +129.2% | +22.1% | +107.2% | +114.6% |
| YTD | +201.9% | +72.7% | +129.3% | +139.1% |
| 1Y | +235.5% | +40.4% | +195.1% | +186.5% |
| 3Y | +463.8% | +45.2% | +418.6% | +353.2% |
| 5Y | +306.7% | -26.7% | +333.4% | +305.4% |
| 10Y | +579.5% | +178.5% | +400.9% | +250.8% |
| All | +3,655.7% | +1,096.8% | +2,558.9% | +691.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling